Risk Analyst, Assets & Liabilities Management
- Collating and preparing regular structural balance sheet risk reports and ad-hoc reports for Malaysia RMC, ALCO, Group BRMC and Group ALCO.
- Liaise with key internal and external stakeholders including the regulators and relevant departments (including Treasury, Finance, Business Units and Audit) on structural balance sheet risks or market risk.
- Implement Malaysia ALCO's decision in a timely and effective manner.
- Streamline and implement key risk measurements and assumptions to be in line with Group practices.
- Implement stress testing requirements, identify and initiate improvement of key risk measurements and assumptions.
- Assist in enhancement or automation of the manual processes for daily, monthly or regulatory reporting.
- Attend to market risk related matters or issues on risk measurement from internal & external that may arise from time to time.
- Identify gaps/weaknesses in risk processes and facilitate resolution of any governance, controls, audit & regulatory issues.
- Identify & initiate development/refinement of risk information, data mining tools & risk analysis for assessment at granular levels.
- Participate in market risk related projects and department initiatives as required.
- Minimum 1-3 Years' experience in risk management field.
Degree in Finance, Mathematics, Banking, Economics or related fields.
- Additional professional qualifications such as CFA or FRM will be advantage.
- Working knowledge of Market Risk/Product Control processes, Basel III and Bank Negara Malaysia (BNM) related regulatory requirements.
- Knowledge on Treasury products across asset classes will be advantage.
- Strong numerical analysis techniques for pricing & risk measurements.
- Possess end-to-end process and control mindset. Ability to translate regulatory and policy requirements into operational workflows.
- Proficiency in MS Excel, MS Access, MS PowerPoint.
- Good planning, time management & coordinating skills. Good interpersonal, communication, presentation & negotiation skills.
- Good spoken and written English with policy/report writing skills.